If the selector lever will not move from P using the proper shift procedure, continue to hold down the brake pedal.

Take the vehicle to an Authorized Mazda Dealer to have the system checked.
Shift-Lock System
Manual Shift ModeFront Center Speaker Inspection
1. Disconnect the negative battery cable..
2. Remove the following parts:
a. Upper column cover.
b. Instrument cluster.
c. Center panel.
d. Center cover.
e. Dashboard upper panel.
f. Front center speaker.
3. Verify the resistance between the front center speaker terminals.
...
Trunk Lid Key Cylinder Removal/Installation
1. Disconnect the negative battery cable..
2. Remove the trunk lid trim..
3. Lift the clip in the direction of the arrow (1), and pull out the key rod
in the direction of the arrow (2).
4. Remove the nuts.
5. Remove the trunk lid key cylinder.
6. Install in the reverse order of r ...
Clutch Master Cylinder Removal/Installation [C66 M R]
CAUTION:
Secure the steering wheel using tape or a cable to prevent the steering shaft
from rotating after disconnecting the steering shaft. If the steering wheel
rotates after the steering shaft and the steering gear and linkage are disconnected,
the internal parts of the clock spr ...